+58.4%
KNX vs MNDY
-50.8%
+109.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.1% |
| 7D | -0.5% | -12.5% | +12.0% | +0.7% |
| 30D | +1.0% | -2.6% | +3.6% | +1.0% |
| 3M | -12.6% | +4.2% | -16.9% | -13.5% |
| 6M | +21.1% | +9.8% | +11.3% | +18.7% |
| YTD | +33.2% | -42.3% | +75.5% | +38.7% |
| 1Y | +67.8% | -54.5% | +122.3% | +78.3% |
| 3Y | +37.3% | -50.3% | +87.6% | +41.8% |
| 5Y | +41.1% | -77.1% | +118.2% | +39.0% |
| All | +58.4% | -50.8% | +109.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling